Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,520.0 |
5,509.0 |
-11.0 |
-0.2% |
5,347.0 |
High |
5,550.0 |
5,515.0 |
-35.0 |
-0.6% |
5,518.0 |
Low |
5,511.0 |
5,467.0 |
-44.0 |
-0.8% |
5,333.0 |
Close |
5,531.0 |
5,485.0 |
-46.0 |
-0.8% |
5,508.0 |
Range |
39.0 |
48.0 |
9.0 |
23.1% |
185.0 |
ATR |
45.9 |
47.2 |
1.3 |
2.8% |
0.0 |
Volume |
119,602 |
30,835 |
-88,767 |
-74.2% |
11,210 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,633.0 |
5,607.0 |
5,511.4 |
|
R3 |
5,585.0 |
5,559.0 |
5,498.2 |
|
R2 |
5,537.0 |
5,537.0 |
5,493.8 |
|
R1 |
5,511.0 |
5,511.0 |
5,489.4 |
5,500.0 |
PP |
5,489.0 |
5,489.0 |
5,489.0 |
5,483.5 |
S1 |
5,463.0 |
5,463.0 |
5,480.6 |
5,452.0 |
S2 |
5,441.0 |
5,441.0 |
5,476.2 |
|
S3 |
5,393.0 |
5,415.0 |
5,471.8 |
|
S4 |
5,345.0 |
5,367.0 |
5,458.6 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,008.0 |
5,943.0 |
5,609.8 |
|
R3 |
5,823.0 |
5,758.0 |
5,558.9 |
|
R2 |
5,638.0 |
5,638.0 |
5,541.9 |
|
R1 |
5,573.0 |
5,573.0 |
5,525.0 |
5,605.5 |
PP |
5,453.0 |
5,453.0 |
5,453.0 |
5,469.3 |
S1 |
5,388.0 |
5,388.0 |
5,491.0 |
5,420.5 |
S2 |
5,268.0 |
5,268.0 |
5,474.1 |
|
S3 |
5,083.0 |
5,203.0 |
5,457.1 |
|
S4 |
4,898.0 |
5,018.0 |
5,406.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,550.0 |
5,467.0 |
83.0 |
1.5% |
36.2 |
0.7% |
22% |
False |
True |
84,085 |
10 |
5,550.0 |
5,333.0 |
217.0 |
4.0% |
29.1 |
0.5% |
70% |
False |
False |
42,570 |
20 |
5,550.0 |
5,302.0 |
248.0 |
4.5% |
27.2 |
0.5% |
74% |
False |
False |
21,332 |
40 |
5,550.0 |
5,009.0 |
541.0 |
9.9% |
33.0 |
0.6% |
88% |
False |
False |
10,676 |
60 |
5,550.0 |
5,009.0 |
541.0 |
9.9% |
25.1 |
0.5% |
88% |
False |
False |
7,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,719.0 |
2.618 |
5,640.7 |
1.618 |
5,592.7 |
1.000 |
5,563.0 |
0.618 |
5,544.7 |
HIGH |
5,515.0 |
0.618 |
5,496.7 |
0.500 |
5,491.0 |
0.382 |
5,485.3 |
LOW |
5,467.0 |
0.618 |
5,437.3 |
1.000 |
5,419.0 |
1.618 |
5,389.3 |
2.618 |
5,341.3 |
4.250 |
5,263.0 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,491.0 |
5,508.5 |
PP |
5,489.0 |
5,500.7 |
S1 |
5,487.0 |
5,492.8 |
|